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Assistant Vice President - Quantitative Risk Management - Job Opportunity at Hong Kong Exchanges & Clearing Ltd

Hong Kong, HK
Full-time
Mid-level
Posted: April 22, 2025
On-site
HKD 800,000 - 1,200,000 per year based on Hong Kong financial sector compensation trends for AVP-level quantitative roles

Benefits

Market-competitive compensation package typical for financial sector
Career development in major financial market infrastructure
Exposure to cutting-edge quantitative modeling
Professional development opportunities

Key Responsibilities

Lead quantitative model implementation and testing for exchange risk systems
Drive development and maintenance of pricing/risk models and infrastructure
Provide expert quantitative support to risk management units
Collaborate with model validation teams for quality assurance
Partner with data teams for production deployment

Requirements

Education

Master/PhD degree in quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics)

Experience

3+ years in financial markets

Required Skills

Python programming Derivatives pricing Risk modeling Large dataset handling Tick data processing Order management knowledge Market microstructure understanding Strong analytical skills Team collaboration Communication skills English fluency
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Industry Trends

Financial market infrastructure providers are increasingly focusing on sophisticated risk management systems due to market volatility and regulatory requirements Growing emphasis on real-time risk assessment capabilities in exchanges Rising importance of market microstructure knowledge in risk management roles Increasing integration of machine learning techniques in quantitative risk modeling

Role Significance

Typically part of a 10-15 person quantitative risk team within larger risk management division
Mid to senior-level position with significant influence on exchange risk management systems and models

Key Projects

Development of new risk models for emerging financial products Enhancement of real-time risk monitoring systems Implementation of regulatory risk frameworks Market microstructure analysis projects

Success Factors

Deep understanding of financial markets and quantitative methods Ability to bridge theoretical models with practical implementation Strong collaborative skills for cross-functional team interaction Balance of technical expertise with business acumen

Market Demand

High demand driven by expansion of Asian financial markets and increasing complexity of trading instruments

Important Skills

Critical Skills

Python programming for large-scale data analysis and model implementation Derivatives pricing knowledge for complex product risk assessment Market microstructure understanding for exchange operations

Beneficial Skills

Machine learning applications in risk management Cloud computing platforms Additional Asian language skills

Unique Aspects

Direct involvement in major financial market infrastructure
Exposure to both Asian and global markets
Combination of theoretical modeling and practical implementation
Access to comprehensive market data and advanced technical infrastructure

Career Growth

2-3 years in role before advancement, with significant project deliveries required for progression

Potential Next Roles

Vice President of Quantitative Risk Head of Model Development Director of Risk Analytics Chief Risk Officer

Company Overview

Hong Kong Exchanges & Clearing Ltd

Hong Kong Exchanges & Clearing is one of Asia's leading market operators, managing multiple asset classes and market infrastructure

Premier position in Asian financial markets with significant global influence
Central role in connecting Chinese markets with international investors
Professional environment with emphasis on technical excellence and regulatory compliance
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